Time series modelling and estimation, especially in long memory and nonlinear time series; econometric applications in macroeconomic and financial data; volatility modelling and the related financial applications; real estate economics and planning policies
Cheang, C. W., Olmo, J., Ma, T., Sung, M. C., & McGroarty, F. (2020). "Optimal asset allocation using a combination of implied and historical information". International Review of Financial Analysis, 67, 101419. https://doi.org/10.1016/j.irfa.2019.101419
Lord, A., Cheang, C. W., & Dunning, R. (2022). ''Understanding the geography of affordable housing provided through land value capture: Evidence from England''. Urban Studies. https://doi.org/10.1177/0042098021998893
Lord, A., Dunning, R., Cheang, C. W., & Yin, Z. (2023). "Exception and rule: how the 'Standard Method' fails to govern England's housing requirement". Town Planning Review (forthcoming).
Lord, A., Dunning, R., Cheang, C.W., McAllister, P. Crook, T., Whitehead, C. (2023). Exploring the potential effects of the proposed Infrastructure Levy. Department for Levelling Up, Housing and Communities. Retrieved from [link]
Lord, A., Dunning, R., Cheang, C.W. (2023).Exploring the potential geographic variation in affordable housing developer contributions under the proposed Infrastructure Levy. Homes for the North.
Lord, A., Dunning, R., Cheang, C.W. (2022).Reconsidering Wirral’s housing need assessment. Wirral Council.
Lord, A., Williamson, P., Dunning, R., Cheang, C.W., Yin, C. (2020). Exploring the computation of housing need in Wirral. Wirral Council. Retrieved from [link]
"Threshold fractionally cointegrated VAR model and application to volatility index premium" (JOB MARKET PAPER).
"Asynchronicity, international portfolio diversification and the efficiency of financial markets" (joint with Prof. Jose Olmo).
"Exploring the influence of energy efficiency on house prices in England" (with Alex Lord, Richard Dunning).
"Nonlinear relation in volatility risk premium and volatility investing".
Research England Policy Support Fund 2025 Grant (GBP48,167) Principal Investigator, for the project "Supporting Housing Policy Development through Evidence-Based Tools and Strategic Collaboration", with University of Liverpool (October 2024 - July 2025)
ESRC Postdoctoral Research Fellowship Grant (GBP 70,040) Principal Investigator, for the project "Long memory and nonlinearity in macroeconomic and financial time series", with University of Southampton (October 2018 - Septeber 2019)
Young scholar award in the Reserve Bank of New-Zealand Econometric Study Group Meeting 2018 (AUD 375) for my job market paper "Threshold fractionally cointegrated VAR model and application to volatility index premium".
1st prize in the 2018 Macau Economic Association Annual Contest (USD 1,250) for the research "Cointegration analysis of house price and population ageing: evidence from Macau". Link to presentation video (in Cantonese)